PARFX vs. JLGMX
Compare and contrast key facts about T. Rowe Price Retirement 2050 Fund (PARFX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX).
PARFX is managed by T. Rowe Price. It was launched on Dec 28, 2006. JLGMX is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 Growth Index. It was launched on Nov 30, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PARFX or JLGMX.
Key characteristics
| PARFX | JLGMX | |
|---|---|---|
| YTD Return | 16.93% | 34.93% |
| 1Y Return | 25.09% | 42.06% |
| 3Y Return (Ann) | 3.67% | 4.57% |
| 5Y Return (Ann) | 10.35% | 13.82% |
| 10Y Return (Ann) | 9.05% | 9.42% |
| Sharpe Ratio | 2.48 | 2.50 |
| Sortino Ratio | 3.41 | 3.26 |
| Omega Ratio | 1.45 | 1.45 |
| Calmar Ratio | 2.44 | 2.14 |
| Martin Ratio | 16.26 | 13.06 |
| Ulcer Index | 1.71% | 3.43% |
| Daily Std Dev | 11.22% | 17.91% |
| Max Drawdown | -53.67% | -39.64% |
| Current Drawdown | -0.97% | 0.00% |
Correlation
The correlation between PARFX and JLGMX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PARFX vs. JLGMX - Performance Comparison
In the year-to-date period, PARFX achieves a 16.93% return, which is significantly lower than JLGMX's 34.93% return. Both investments have delivered pretty close results over the past 10 years, with PARFX having a 9.05% annualized return and JLGMX not far ahead at 9.42%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PARFX vs. JLGMX - Expense Ratio Comparison
PARFX has a 0.89% expense ratio, which is higher than JLGMX's 0.44% expense ratio.
Risk-Adjusted Performance
PARFX vs. JLGMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2050 Fund (PARFX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
PARFX vs. JLGMX - Dividend Comparison
PARFX's dividend yield for the trailing twelve months is around 0.98%, more than JLGMX's 0.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PARFX T. Rowe Price Retirement 2050 Fund | 0.98% | 1.14% | 0.90% | 0.45% | 0.63% | 1.29% | 1.22% | 1.10% | 1.07% | 1.19% | 1.05% | 0.85% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 0.23% | 0.31% | 0.61% | 0.00% | 0.12% | 0.26% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.09% |
Drawdowns
PARFX vs. JLGMX - Drawdown Comparison
The maximum PARFX drawdown since its inception was -53.67%, which is greater than JLGMX's maximum drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for PARFX and JLGMX. For additional features, visit the drawdowns tool.
Volatility
PARFX vs. JLGMX - Volatility Comparison
The current volatility for T. Rowe Price Retirement 2050 Fund (PARFX) is 2.90%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 4.56%. This indicates that PARFX experiences smaller price fluctuations and is considered to be less risky than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.